//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken"
subject:"Basler Akkord"
~isPartOf:"The journal of risk model validation"
~subject:"Market risk"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Basler Akkord
Market risk
Risikomanagement
44
Risk management
44
Risikomaß
20
Risk measure
20
Credit risk
15
Kreditrisiko
15
Theorie
14
Theory
14
Financial services
10
Finanzdienstleistung
10
Portfolio selection
10
Portfolio-Management
10
Risiko
8
Risk
8
Statistical distribution
8
Statistische Verteilung
8
Bank risk
7
Bankrisiko
7
Basel Accord
7
Modellierung
7
Scientific modelling
7
backtesting
7
ARCH model
6
ARCH-Modell
6
Bankenaufsicht
6
Banking supervision
6
value-at-risk (VaR)
6
model risk
5
Forecasting model
4
Prognoseverfahren
4
Statistical test
4
Statistischer Test
4
credit risk
4
model validation
4
risk management
4
value-at-risk
4
Bank
3
China
3
Estimation theory
3
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
8
Aufsatz im Buch
4
Book section
4
Language
All
English
8
Author
All
Bee, Marco
1
Bloxham, Nicholas
1
Chen, Wei
1
Chernih, Andrew
1
Cooper, James
1
Du, Zunwei
1
Ha Tran Manh
1
Henrard, Luc
1
Hénaff, Patrick
1
Jacobs, Michael <Jr.>
1
Karagozoglu, Ahmet K.
1
Mai Ngoc Tran
1
Martini, Claude
1
Mitic, Peter
1
Sensenbrenner, Frank J.
1
Skoglund, Jimmy
1
Vanduffel, Steven
1
Yang, Bill Huajian
1
more ...
less ...
Published in...
All
Bankrisikomanagement : Mindestanforderungen, Instrumente und Strategien für Banken
The journal of risk model validation
The journal of operational risk
40
Journal of risk management in financial institutions
31
Risiko-Manager
21
Journal of banking & finance
20
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
14
Die Bank
12
Risks : open access journal
12
Journal of financial regulation and compliance : an international journal
10
Journal of risk
10
Insurance / Mathematics & economics
9
Journal of banking regulation
9
Journal of financial stability
9
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
8
International review of financial analysis
8
Economic modelling
7
Journal of risk and financial management : JRFM
7
The journal of credit risk : published quarterly by Incisive Media
7
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
6
European journal of operational research : EJOR
6
Finance research letters
6
The European journal of finance
5
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
5
Banks and bank systems : international research journal
4
International business and economics research journal
4
International journal of economics and financial issues : IJEFI
4
International journal of financial engineering and risk management
4
International journal of theoretical and applied finance
4
Journal of international financial markets, institutions & money
4
Journal of money, credit and banking : JMCB
4
Journal of securities operations & custody
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Applied economics
3
Astin bulletin : the journal of the International Actuarial Association
3
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
3
Corporate ownership & control : international scientific journal
3
Finance and stochastics
3
International Journal of Financial Studies : open access journal
3
International journal of economics and finance
3
International journal of economics, finance and management sciences : IJEFM
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Value-at-risk and the global financial crisis
Ha Tran Manh
;
Mai Ngoc Tran
- In:
The journal of risk model validation
17
(
2023
)
1
,
pp. 41-83
Persistent link: https://www.econbiz.de/10014485605
Saved in:
2
Incremental value-at-risk
Mitic, Peter
;
Cooper, James
;
Bloxham, Nicholas
- In:
The journal of risk model validation
14
(
2020
)
1
,
pp. 65-101
Persistent link: https://www.econbiz.de/10014335925
Saved in:
3
Rating-transition-probability models and Comprehensive Capital Analysis and Review stress testing : methodologies and implementation
Yang, Bill Huajian
;
Du, Zunwei
- In:
The journal of risk model validation
10
(
2016
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011587660
Saved in:
4
Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio
Jacobs, Michael <Jr.>
;
Karagozoglu, Ahmet K.
; …
- In:
The journal of risk model validation
9
(
2015
)
3
,
pp. 41-70
Persistent link: https://www.econbiz.de/10011410323
Saved in:
5
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement : an empirical investigation during a financial crisis
Bee, Marco
- In:
The journal of risk model validation
6
(
2012
)
2
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009572304
Saved in:
6
Model validation : theory, practice and perspectives
Hénaff, Patrick
;
Martini, Claude
- In:
The journal of risk model validation
5
(
2011/12
)
4
,
pp. 3-15
Persistent link: https://www.econbiz.de/10009422497
Saved in:
7
On the choice of liquidity horizon for incremental risk charges : are the incentives of banks and regulators aligned?
Skoglund, Jimmy
;
Chen, Wei
- In:
The journal of risk model validation
5
(
2011
)
3
,
pp. 37-57
Persistent link: https://www.econbiz.de/10009356746
Saved in:
8
Reconciling credit correlations
Chernih, Andrew
;
Henrard, Luc
;
Vanduffel, Steven
- In:
The journal of risk model validation
4
(
2010/11
)
2
,
pp. 47-64
Persistent link: https://www.econbiz.de/10003995410
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->